Anic Equity¶

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Total return since start: 0.569 %¶

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Equity now: -----------------------------> 47925.03 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46530.32 Kr¶

PnL: ---------------------------------------> -358.25 Kr¶

DD now: ---------------------------------> -1.449 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 11:47:20.097134'

Anic Portfolio¶

Today¶

Return: 0.025 %¶

This Week¶

Return: 0.025 %¶

Total¶

Return: 56.894 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 3.140000 3244.800000 273.800000 9.220000 2971.000006
HEBA B 70 2.800000 2831.500000 195.500000 7.420000 2636.000010
Corem Property Group B 59 2.020000 625.990000 48.990000 8.490000 576.999999
AcadeMedia 12 1.090000 599.760000 42.760000 7.680000 557.000004
Boozt 12 0.360000 1692.000000 38.000000 2.300000 1653.999996
Samhällsbyggnadsbo. i Norden B 20 3.210000 392.800000 37.800000 10.650000 355.000000
MedCap 2 2.470000 456.000000 35.000000 8.310000 421.000000
HMS Networks 2 2.860000 704.400000 31.400000 4.670000 673.000000
SAAB B 8 -1.050000 3404.000000 27.000000 0.800000 3377.000000
Resurs Holding 22 -0.220000 599.720000 25.720000 4.480000 573.999998
OEM International B 7 1.280000 553.000000 25.000000 4.730000 527.999997
Intrum 4 2.160000 547.600000 20.600000 3.910000 527.000000
Coor Service Management Hold. 8 2.620000 549.200000 17.200000 3.230000 532.000000
Fastighetsbolag. Emilshus Pref 21 2.040000 578.550000 16.550000 2.940000 562.000005
Norva24 Group 16 -0.340000 558.080000 15.080000 2.780000 543.000000
Eastnine 4 -0.790000 504.800000 13.800000 2.810000 491.000000
FM Mattsson Mora Group B 50 -1.340000 2935.000000 8.000000 0.270000 2927.000000
Karnov Group 9 0.000000 540.900000 4.900000 0.910000 536.000004
Swedbank A 3 -0.190000 566.250000 2.250000 0.400000 564.000000
Samhällsbyggnadsbo. i Norden D 12 2.790000 247.680000 1.680000 0.680000 246.000000
Creaspac SPAC 6 0.000000 577.800000 0.800000 0.140000 577.000002
Securitas B 6 1.130000 570.360000 0.360000 0.060000 570.000000
CTEK 13 0.560000 533.000000 -1.000000 -0.190000 533.999999
Handelsbanken A 5 0.050000 544.250000 -1.750000 -0.320000 546.000000
Midsona B 63 3.490000 579.600000 -3.400000 -0.580000 582.999984
Essity B 2 -1.520000 568.600000 -5.400000 -0.940000 574.000000
Essity A 4 -0.870000 1140.000000 -9.000000 -0.780000 1149.000000
Nordea Bank Abp 29 -0.120000 3444.620000 -9.380000 -0.270000 3453.999992
Sampo Oyj SDB 7 -0.180000 3836.000000 -14.000000 -0.360000 3850.000000
International Petroleum Corp. 5 2.830000 563.500000 -31.070000 -5.230000 594.565215
Vivesto 1368 -2.160000 544.460000 -68.540000 -11.180000 612.999432
Axfood 13 0.320000 3672.500000 -83.500000 -2.220000 3756.000001
OX2 18 -0.190000 1446.300000 -217.700000 -13.080000 1663.999992
Fasadgruppen Group 35 0.300000 3496.500000 -314.500000 -8.250000 3810.999990
Ovzon 52 0.000000 2880.800000 -481.200000 -14.310000 3361.999992
TOTAL 46530.320000 -358.250000 -1.44944% 46888.564618

Updated:¶

'2023-01-23 11:47:32.683341'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶